While he won't say too much about his character's arc this season, fans "will definitely see more Greyjoy-ness" in season six. Season five ended with some redemption, as he and Sansa Stark jumped from the wall at Winterfell to escape from the evil Boltons.
If you see Alfie Allen wandering around Auckland today, he's happy to shake your hand, give you a hug, and pose for selfies.
The Game of Thrones star will also answer any "intense" questions about the show you might have - including potential spoilers ahead of the debut of season six next month.
But the visiting British actor has just one request: that you're nice to him.
"You can be as intense as you like, as long as you're nice," he says. "I completely get it, It's like 'Oh my God' - (I get like that) when I see someone like Omar from The Wire."
Because of the show's high-profile, Allen says he's frequently recognised when he's out and about - and he meets fans in some strange places.
"I met these two guys in Perth in a nowhere coffee shop. They were members of the Australian Olympic rowing team. It was bizarre to have this thing bring us together ... it's a nice thing."
Allen - the younger brother of pop star Lily Allen - plays Theon Greyjoy in the hit HBO show, who in recent seasons has been renamed 'Reek' after being tortured, maimed and brainwashed by the maniacal Ramsay Bolton.
That's meant the 29-year-old faced some particularly grisly days spent filming in a torture dungeon during season three, but says the thing that helped him cope came from an unlikely source.
"It's definitely hard for people to understand that the person who helped me through most of that season was (actor Iwan Rheon) - the person you saw torturing me on screen a lot of that time," he says.
"I respect him for that. He could have been really standoffish with it. He definitely helped me a lot of the time ... to go to those really intense dark places you have to keep it light inbetween."
While he won't say too much about his character's arc this season, fans "will definitely see more Greyjoy-ness" in season six. Season five ended with some redemption, as he and Sansa Stark jumped from the wall at Winterfell to escape from the evil Boltons.
Alfie Allen with Sophie Turner, who plays Sansa Stark, at the end of season five of Game of Thrones.
Known as a show happy to kill off its main characters, Allen says Thrones actors are constantly on edge about being written out of the show. He had his own scare at the end of season two.
"When I get knocked out after doing my rousing speech, I didn't know whether I was going to be dead or not. I was asking (co-creators) David (Benioff) and Dan (DB Weiss) the whole time ... they gave me a new script that had Bran come out on the back of Hodor and stab me in the heart. So I thought I was dead."
Allen says fans ask him spoilers all the time, but he doesn't think anyone really wants them answered.
"You don't want to ruin the show for anyone. People still ask me, but I know if I was to tell them they'd just hate me. They don't really want to know," he says.
"I kind of enjoy being coy and fluttering my eyelashes."
* Game of Thrones' sixth season kicks off on Soho on April 25.
